Access Statistics for Ludwig Kanzler

Author contact details at EconPapers.

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ADFREG: MATLAB module to calculate augmented Dickey-Fuller regression 0 0 1 2,095 2 2 6 3,721
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity 0 1 2 859 0 1 3 2,862
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence 2 7 30 2,113 7 19 69 5,472
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance 0 2 3 770 0 5 15 2,113
DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance 0 0 1 1,963 0 0 1 4,065
DURBINH: MATLAB module to calculate Durbin's h statistic 0 0 0 1,234 1 2 5 3,443
DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance 0 1 9 2,726 0 3 15 8,780
GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic 0 3 11 1,896 1 11 24 3,908
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis 0 0 5 2,545 2 3 11 5,685
QSTAT: MATLAB module to calculate Ljung-Box q statistic 0 0 0 1,009 0 0 2 3,778
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests 0 1 6 4,824 0 4 14 11,431
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio 0 0 0 853 0 0 0 2,301
Total Software Items 2 15 68 22,887 13 50 165 57,559


Statistics updated 2025-05-12